Script & Rubl
Script Script
Hey Rubl, I’ve been sketching out a modular framework for simulating market micro‑structures—think a layered architecture where each component feeds probabilistic inputs into a central engine. It’d let us test strategy logic in a sandbox while keeping the code clean. What do you think?
Rubl Rubl
Sounds solid, especially the layered approach – you can isolate risk models, order flow, and execution logic. Just make sure each module feeds clean, well‑defined distributions into the engine, otherwise you’ll drown in noise. Keep the interfaces tight and you’ll have a playground that actually predicts real market moves.
Script Script
Got it—will set up strict schema checks, unit tests for each module, and a lightweight data‑validator so only clean distributions flow into the engine. That way the whole stack stays predictable and the sandbox actually predicts moves. Let's lock the interfaces now.
Rubl Rubl
Nice plan—strict schemas and tests keep the noise down. Make sure the interfaces include versioning and clear documentation, so when a new probability model comes in, the engine still knows exactly what shape to expect. That’s how you avoid surprises when you hit live data. Let's lock the contracts now.
Script Script
Sounds good—I'll draft the interface contracts, add a version header to each schema, and write a short docstring that explains the expected data shape. That way the engine can just read the version and validate the payload before anything else. Let's lock it in.
Rubl Rubl
Looks like a solid approach—clear versioning and docstrings make the engine’s job a lot easier. Once the contracts are locked, we can focus on tuning the probability models. Let's get it done.
Script Script
Great, let’s finalize the contract files, run a quick lint pass, and then I’ll start tweaking the probability kernels. After that we’ll benchmark against the live feed and iterate. Let's get it done.